Dongbang Agro Co GJR-GARCH Volatility Analysis
High-persistence model: shocks decay very slowly, so the theoretical long-run value may not be practically meaningful
Volatility prediction for Thursday, May 21st, 2026
1 Day
11.49%
decreased by 0.36%
1 Week
12.06%
increased by 0.21%
1 Month
14.14%
increased by 2.29%
Analysis last updated: Thursday, May 21, 2026 at 08:11 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0270 | 18.48 | |
| 0.1352 | 33.18 | |
| 0.8868 | 384.21 | |
| -0.0440 | -6.48 |
Estimation Period:
Jan 3, 1990 to May 15, 2026
Jan 3, 1990 to May 15, 2026
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